Data from daily diaries were used to analyze pain coping processes in rheumatoid arthritis patients. For 30 consecutive days, 53 individuals described the pain coping strategies they used that day and rated the efficacy of their coping, joint pain, and positive and negative mood. Relations among variables were examined across-persons and within-persons over time. At the across-persons level of analysis, (i) daily coping efficacy was unrelated to pain coping or pain intensity, and (ii) the more frequent daily use of a wide variety of pain coping strategies was correlated with greater pain. Within-person analyses provided unique information about the relations among coping, pain, and mood not apparent in the across-persons results. Specifically, these analyses showed that increases in daily coping efficacy were not only related to decreases in pain, but also to decreases in negative mood and increases in positive mood. Time-lagged effects of coping and coping efficacy were also found. Individuals who reported high levels of coping efficacy on one day had lower levels of pain on the subsequent day. The daily use of pain reduction efforts and relaxation strategies also contributed to an improvement in next-day pain and an enhancement of positive mood. The implications of these findings for the assessment of pain and coping in rheumatoid arthritis patients are discussed.